+211.8%
PM vs FCEL
-99.1%
+311.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +0.6% |
| 7D | -1.2% | +15.1% | -16.3% | -1.4% |
| 30D | -0.2% | -16.4% | +16.3% | 0.0% |
| 3M | +4.9% | -5.3% | +10.2% | +4.3% |
| 6M | +9.0% | +124.5% | -115.5% | +6.1% |
| YTD | +17.8% | +126.7% | -108.9% | +14.4% |
| 1Y | +16.8% | +219.9% | -203.1% | +12.1% |
| 3Y | +125.4% | -61.6% | +187.1% | +121.9% |
| 5Y | +128.7% | -90.5% | +219.2% | +128.0% |
| 10Y | +211.8% | -99.1% | +310.9% | +197.8% |
| All | +211.8% | -99.1% | +311.0% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling